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StructuredTCopulaMLE
- 结构化t copula函数的极大似然估计
GAS_factor_copula_toolbox_17feb16
- 时间序列copula工具箱,包含密度函数,分布函数,对数似然函数等等,主要正对二元copula-This zip file contains a collection of Matlab functions for research on copulas for financial time series. Some simple example code is given in copula_example_code.m . A ta
copula_functions
- 利用极大似然估计估计出copula函数参数后,求解常见的copula函数的对数似然值。(After estimating the parameters of the copula function by using the MLE, the log likelihood values of the common Copula Functions are solved.)
Copula似然函数
- 有助于新手学习Copula原理,内容比较简单,并且带有注释,非常详细(It helps the novice to learn the principle of Copula, the content is simple, and with annotations, very detailed)